-3.9%
CRM vs PFE
-22.1%
+18.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -8.1% | -4.0% | -4.1% | -7.5% |
| 30D | +23.1% | +3.9% | +19.2% | +22.3% |
| 3M | +42.5% | +9.9% | +32.6% | +40.5% |
| 6M | +25.3% | +5.3% | +20.0% | +24.2% |
| YTD | -7.8% | +16.8% | -24.6% | -9.9% |
| 1Y | +1.0% | +20.4% | -19.4% | -1.9% |
| 3Y | +10.0% | -2.1% | +12.1% | +8.9% |
| 5Y | -3.9% | -21.0% | +17.1% | +3.9% |
| All | -3.9% | -22.1% | +18.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling